Trading bot service using NestJs with mean reversion & long short algorithms. Using https://alpaca.markets/ as the broker.

Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM

Web app with TD Ameritrade integration, backtesting, and automated live trading. Nodejs and Angular

Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression

Testing ideas for trading strategies

OpenFintech is a financial analysis library designed for Python developers and financial analysts. It provides powerful tools for conducting both trend following and mean reversion analyses, utilizing financial market data. This project aims to make complex financial algorithms accessible and easy to use.

The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python

Metatrader 5/MQL Implementation of Mean Reversion Algorithm

Quick calculation for profit loss of trades.

This script implements a mean reversion strategy for a given stock. It calculates the z-scores for the stock's price and generates entry and exit signals based on predefined thresholds. The script also performs a backtest on the strategy and visualizes the returns.

Crypto trading bot that utilizes a Binance API for data

Predict price reversion signals for mean reverting stocks on NSE

Algorithmic Trading Project

Mean Reversion

MATLAB codes and figures for modelling geometric Brownian and mean-reverting market demand dynamics

An exposition of a simple pairs trading strategy on two stocks (Bajaj Finserv and Indian Bank) in the Nifty500, at the one-minute time frequency, in order to demonstrate some of the core ideas of statistical arbitrage strategies.

A simple algorithm and backtest in R that trades cattle futures on a mean reversion strategy.